+25.4%
TMO vs FERG
+3.8%
+21.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.5% |
| 7D | +0.3% | +7.7% | -7.4% | -1.5% |
| 30D | +4.3% | +11.5% | -7.1% | +1.7% |
| 3M | +25.1% | -2.4% | +27.5% | +25.8% |
| 6M | +52.9% | -4.0% | +56.9% | +54.2% |
| YTD | +22.2% | +13.4% | +8.8% | +16.6% |
| 1Y | +25.4% | +3.1% | +22.3% | +22.8% |
| All | +25.4% | +3.8% | +21.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling